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January 8th, 2017, 01:34 PM   #1
kko
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optimization problem

Consider an optimization problem,

minimize f(Ax)+x^T x

the variable is n-vector x. The matrix A has size m by n and rank m. f is not necessarily differentiable or convex.

Show that the problem can be formulated as an equivalent problem with m variables, by making change of y = Ax.
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